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Rim Ammar Lamouchi

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Qualifications: PhD in Finance and Management Higher Institute of Management of Tunis Master in Finance, Higher Institute of Management of Tunis

Biography

Rim Ammar Lamouchi is an Associate Professor of Finance at the Mediterranean School of Business in Tunisia. After completing her master’s degree in Finance at the Higher Institute of Management of Tunis, she has obtained her PhD in Finance from the Higher Institute of Management of Tunis. Her research area includes International Finance, Financial Econometrics, Green Finance, Oil Market, Islamic Finance, and Sustainable Finance. She taught Finance at King Abdulaziz University in the Kingdom of Saudi Arabia from 2018 until 2023. Her main courses are related to Financial Modelling, International Finance, Islamic Finance and Real Estate Investment. She serves as a reviewer in several Journals; Journal of Academic Finance, Investment Management and Financial Innovations Journal, and the Journal of Governance and Regulation, among others.

Areas of Expertise

Finance

Research Interest

International Finance Financial Markets and Energy Gold Markets Behavioral Finance Forex Market Financial Modelling Time Series Analysis High Frequency Trading Realized volatility Modelling Bootstrapping Green Finance Islamic Finance Sustainable Finance Tourism investment and sustainability Purple Economy

AMMAR LAMOUCHI, R., SHIRA, R. K. (2023). Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data.. Journal of Applied Finance & Banking, 13(3), 41-66. https://doi.org/10.47260/jafb/1333

AMMAR LAMOUCHI, R., BEN AYED, W., ALAWI, S. M. (2021). Does the deposit structure affect Islamic bank’s maturity transformation activities? The implications of IFSB liquidity guidelines.. International Journal of Islamic and Middle Eastern Finance and Management, 14 (3), 444-462. https://doi.org/10.1108/IMEFM-05-2019-0209

AMMAR LAMOUCHI, R., ALAWI, S. M. (2020). Dynamic Linkages between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai.. International Journal of Energy Economics and Policy, 10(1), 377-383. https://doi.org/10.32479/ijeep.8705

AMMAR LAMOUCHI, R., BADKOOK, R. O. (2020). Gold Prices Volatility among Major Events and During the Current COVID-19 Outbreak.. Journal of Statistical and Econometric Methods, 9(4), 39-52. http://www.scienpress.com/Upload/JSEM/Vol%209_4_4.pdf 

AMMAR LAMOUCHI, R. (2020). Long memory and Stock market efficiency: Case of Saudi Arabia.. International Journal of Economics and Financial Issues, 10(3), 29-34. https://doi.org/10.32479/ijefi.9568

AMMAR LAMOUCHI, R. (2020). Modelling Inflation dynamics in Mexico. International Research Journal of Finance and Economics(178), 111-120. http://www.internationalresearchjournaloffinanceandeconomics.com/ISSUES/IRJFE_178_08.pdf 

AMMAR LAMOUCHI, R., BEN AYED, W., MEDINI, F. (2020). Stock market under the global pandemic of COVID-19: Evidence from Tunisia.. International Research Journal of Finance and Economics. https://dx.doi.org/10.2139/ssrn.3598726

AMMAR LAMOUCHI, R. (2020). Forecasting Stock Market Realized Volatility using decomposition.. Journal of Research in Business, Economics and Management, 14(3), 2661-2675. https://www.scitecresearch.com/journals/index.php/jrbem/article/view/1855

AMMAR LAMOUCHI, R., BEN MAATOUG, A., DAVIDSON, R., FATNASSI, I. (2018). Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks. Central European Journal of Economic Modelling and Econometrics, 10(1), 1-25. https://scholar.google.com/citations?view_op=view_citation&hl=fr&user=ob9TgDcAAAAJ&sortby=pubdate&citation_for_view=ob9TgDcAAAAJ:d1gkVwhDpl0C

Appreciation for the effort in coordinating the Diploma of Insurance award (King AbdulAziz University) (2022)

Research Excellence Award for "Does the deposit structure affect Islamic bank’s maturity transformation activities? The implications of IFSB liquidity guidelines" (King AbdulAziz University) (2022)

Appreciation for the effort in academic accreditation award (King AbdulAziz University) (2022)

Appreciation for the Supervision of the finance department team at CFA Challenge award (King AbdulAziz University) (2022)

Appreciation for the Supervision of the finance department team  at Bloomberg Trading KSA challenge award (King AbdulAziz University) (2021)

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